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ZKB Call Warrant auf
Vonovia SE

ISIN: CH1338497287 Security: 133849728 Symbol: VNA8QZ Life cycle
redeemed

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.02
Change -55.56% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

Fixing20.09.2024
Settlement date14.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) n.a.
1 month -50.00%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue28.08
Premium0.01%
Premium p.a.0.50%
Leverage83.18
Implied volatility0.12

Reference data

ISIN CH1338497287
Symbol VNA8QZ
Security 133849728
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Vonovia N, DE000A1ML7J1
Underlying ISIN DE000A1ML7J1
Strike 32.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 06.05.2024

Key figures

Premium 0.97%
Premium p.a. 50.50%
Leverage 200.99
Implied volatility 12.31%
Moneyness out-of-the-money
Leverage 83.1772
Delta 0.4138
Gamma 0.0736
Theta -0.0016
Rho 0.0002
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 32.16
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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